Description

This analysis provides a forecast of VET prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-13 0.016315 0.018484 0.020853 0.023635 0.026817 0.030347 0.034567
2024-10-20 0.012603 0.015468 0.018873 0.023231 0.028681 0.035295 0.043970
2024-10-27 0.010350 0.013388 0.017206 0.022382 0.029253 0.038118 0.050507
2024-11-03 0.009388 0.012686 0.017028 0.023204 0.031830 0.043550 0.060849
2024-11-10 0.008590 0.012051 0.016793 0.023825 0.034089 0.048684 0.071288
2024-11-17 0.007929 0.011500 0.016571 0.024375 0.036228 0.053788 0.082202
2024-11-24 0.007148 0.010676 0.015845 0.024069 0.037009 0.056897 0.090373
2024-12-01 0.006511 0.009990 0.015237 0.023844 0.037840 0.060100 0.098979
2024-12-08 0.005973 0.009396 0.014700 0.023651 0.038661 0.063317 0.107908
2024-12-15 0.005672 0.009141 0.014659 0.024236 0.040788 0.068852 0.121393
2024-12-22 0.005240 0.008633 0.014159 0.023994 0.041465 0.071959 0.130888
2024-12-29 0.005060 0.008522 0.014297 0.024844 0.044112 0.078755 0.147917
2025-01-05 0.004585 0.007879 0.013492 0.023985 0.043648 0.079972 0.154683
2025-01-12 0.004238 0.007428 0.012983 0.023613 0.044046 0.082831 0.165041
2025-01-19 0.003854 0.006878 0.012248 0.022746 0.043403 0.083608 0.171234
2025-01-26 0.003749 0.006826 0.012409 0.023583 0.046147 0.091303 0.192823
2025-02-02 0.003624 0.006723 0.012464 0.024214 0.048537 0.098530 0.214331
2025-02-09 0.003498 0.006608 0.012485 0.024774 0.050830 0.105790 0.236857
2025-02-16 0.003279 0.006295 0.012095 0.024463 0.051253 0.109094 0.250706
2025-02-23 0.003088 0.006022 0.011762 0.024235 0.051828 0.112778 0.265916
2025-03-02 0.002916 0.005773 0.011458 0.024038 0.052447 0.116619 0.282002
2025-03-09 0.002836 0.005706 0.011518 0.024633 0.054905 0.124937 0.310404
2025-03-16 0.002681 0.005471 0.011210 0.024387 0.055397 0.128681 0.327543